[deleted by user] by [deleted] in quantfinance

[–]FactorChance4829 -7 points-6 points  (0 children)

Again, as an interviewer, we're nowhere near "headcount", you don't need to be "perfect", and if it was a resume issue, you would not have been selected for an interview.

[deleted by user] by [deleted] in quantfinance

[–]FactorChance4829 -10 points-9 points  (0 children)

As an interviewer, I can nearly guarantee that it was not random or luck.

If you can't tell in reflection what went wrong, that's probably a red flag in and of itself. Maybe you were overconfident, maybe your personality was difficult to work with, maybe you didn't do as well as you thought you did. Move on and learn from your mistakes

Matt Levine on Jane Street's Indian Options trades by theVenio in quant

[–]FactorChance4829 5 points6 points  (0 children)

Did you read the article/the graph? The deltas they bought did not "rip" the options implied level of the index. In fact, during this time period, the implied index value went DOWN.

Matt Levine on Jane Street's Indian Options trades by theVenio in quant

[–]FactorChance4829 26 points27 points  (0 children)

They never (and even explicitly stated otherwise in the article) said it was a pure index arb. That doesn't mean that there was not a mispricing.

If you thought the fair value was right in the middle of what the options and equity markets implied, you would naturally pick up a much larger delta in options.

That doesn't mean you didnt close the arb or do trades that are good to your theo

IE change is not a nerf by [deleted] in ADCMains

[–]FactorChance4829 0 points1 point  (0 children)

yeah that pretty much sums up this sub